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Showing 2010 · math.PRShow all
3 papers · 2 filters
math.PR2010
Ergodicity of self-attracting motion
Victor Kleptsyn, Aline Kurtzmann
The aim of this paper is to study the asymptotic behaviour of a class of self- attracting motions on R^d . Using stochastic approximation methods, these processes have already been…
math.PR2010★ 2 cited
Ergodic BSDEs under weak dissipative assumptions
Arnaud Debussche, Ying Hu, Gianmario Tessitore
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in the previous work. In other words we do no…
math.PR2010★ 63 cited
On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients
Yiqing Lin, Xuepeng Bai
In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on the…